How about if a defeated-but-not-captured character (1) is displaced to a
random nearby location, say an adjacent province, (2) cannot be attacked
before the end of the month, and (3) cannot execute any more orders for
the remainder of the month? This would represent the character running
away from the battle in a random direction, and being in no state of
mind to follow directions based on the pre-combat situation. This
wouuuld give a noble some chance to escape, but not a predicatable one,
and it would be possible to try to chase them down, but it would require
searching an area to do it.

If the defeated character is unable to escape (for example, because it
is on a ship at sea) then perhaps capture should be automatic.